So as far as DS9 was concerned, it did everything you said Voyager did, only it actually did it and didn't shy away from it. It was a continuing show week after week where things actually mattered and had consequence down the road. They didn't get to fly away into the sunset at the end of the episode, they had to deal with the consequences of their actions.
DS9 had a strongly tight nit group of characters. Every character was interesting. It had secondary characters that had more interesting personalities and character arcs then many of the other shows' main characters. Harry Kim? Who's that? Garek, Nog, Martok, Winn, Dukat, Weyoun, Kassidy, or Dumar had more character in their little pinky then him.
Speaking of DS9's secondary characters, the show had some of the greatest villains ever written on tv, much less Star Trek. Everyone loves Dukat, and he is a brilliant character, but everyone always overlooks Winn. She is one of my favorite villains ever, because she goes through a very sympathetic arc wavering between Sisko and Dukat. And it's ultimately her own unchecked ambition that turns out to be her tragic flaw.
DS9 stepped outside of the Trek box and wasn't afraid of showing conflict between characters, Starfleet officers don't not very nice things, or anything darker about the Federation. It was, very much so, the anti-Trek show in that it refused to conform to Roddenberry's ideals and it was better for it. Roddenberry's utopia always had several massive holes in it, and DS9 was not afraid to poke through them and see how people would really behave.
As for Voyager, well, there are quite a few reasons it went wrong. It's a tragic story really. The show had a really good premise: that of a ship trapped thousands of light years from home with almost no chance of getting back. They had really good actors. Indeed, if Voyager had aimed a little higher with its average baseline it would have been much better: say Muse (which amusingly enough was a direct parody of Voyager by itself), Equinox, Workforce, The Void, Timeless, Blink of an Eye, Pathfinder, Author, Author, Lifeline, or my personal favorite Voyager episode: Living Witness. There were several ways it went wrong and you can tell from episode 1 where it started.
The show wanted to be a TNG clone, there's no doubt about that. Voyager has been called TNG lite by many a fan because of how much it wanted to get into that episodic conflict of the week swing of things. The reason for this was obvious: DS9 was not a commercial sucess, but TNG made a ton of cash. So they opted for the episodic monster of the week show rather then the continuing conflict show.
Now there's nothing inherently wrong with an episodic monster of the week show, but in order for us, the audience, to care about what's going on with these characters they still have to have character development. They have to change from who they are to someone else over the course of the show. But Voyager is absolutely terrified of change. Even characters who change don't actually change. They're artificially forced not to. I remember a season 7 episode, Human Error. Seven might be experiencing a weird reaction on Voyager: character development. She might be changing into a different person instead of the one note character she ended up being played as. But no, she was forced to remain as she was by a Borg implant we'd never heard of before that was made up on the spot to keep her from changing. Can we not have this one little bit of character development so close to the end of the show? Are you really so terrified of stepping out of that box for just one tiny moment?
The characters are the same by the end of the show that they were at the beginning. Harry Kim is still a wide-eyed ensign (who can never be promoted), acting like he's fresh out of the academy, despite having gone through so much crap throughout the show. It's very clear in Endgame that Harry has not changed a bit in the alternate future. Tuvok is still the "Vulcan Guy cliche"TM, Janeway is still just as psychopathic as she always was (sorry, this is a running joke on SF Debris
), Tom Paris still only has two character traits: loving to fly fast ships and kissing hot girls, Seven is still the Borg lady who will never grow up, and The Doctor is still cheerfully alergic to typical human behavior. And, of course, Neelix is still really annoying and bad at cooking. Seriously, his cooking once almost destroyed the ship. And he made Tuvok want to murder him and Tuvok did over and over again in the Holodeck. No really, look those things up, they actually happened. "Get the cheese to sickbay," indeed.
Interestingly enough, one of the only characters with development was Barclay. He underwent a very interesting character arc during his episodes on the show where he was able to start to get over his holo-addiction and he doesn't even stutter anymore in the alternate future.
Again, one of the main reasons for this was executive meddling. The network wanted to play it extremely safe and keep every episode self-contained and keep the characters acting as cliches rather then people. But I think another reason was down to Rick Berman. The man was increadibly conservative when it came to Star Trek. He was personally hand picked by Roddenberry to "watch over" the franchise and it showed. Voyager and Enterprise stagnated, until he and Braga left in ENT season 4, of course.
And that's another good point. Brannon Braga was a hack writer. That is, he only had a couple of good stories in them and then he repeated them over and over again. Braga had demonstrated that he really could write in TNG. But when he was made showrunner it was clear that he couldn't handle it and ended up making lame story after lame story.
The show barely used its premise at all. Indeed, as I said, right from the start you see how it's going to ignore all of that. In the first episode, right when you see those Maquis in Federation uniforms, you know this story is going nowhere. I would have loved to see some of the conflict from DS9 on Voyager. I specifically would have loved to see some sort of mutiny. I would have loved to see more conflict between the Maquis and Federation people then just a throwaway episode at the end of season 1. But no. Chakotay went nowhere and the Maquis disappeared into the aether. The show wouldn't allow conflict between the characters because TNG didn't do that, TNG made a ton of money, we must copy TNG.
Speaking of not using the premise, the ship was almost always restocked and resupplied with an endless supply of energy, dilithium, and shuttles. Seriously, they had so many shuttles that those shuttles must have had miniature shuttles in them. The shuttle crash was so overused on that show it was ridiculous. You'd think that they wouldn't have an endless supply of resources being so far from home. Indeed, they had to put them into a formless black void to even use this premise at all in the episode The Void, and they made an amazing story to boot where they made a little mini-Federation, something they should have been doing from the start.
Ron Moore, who worked on DS9 extensively and later showran BSG, wrote quite a bit about Voyager and what he thought went wrong with it. And since I really like Ron Moore's work both on Star Trek and on BSG, I agreed with quite a bit of what he had to say. Mostly that the management was bad.http://www.lcarscom.net/rdm1000118.htm
BSG, funilly enough, feels like the anti-Voyager. It feels like Moore's response to Voyager as it could have been rather then what it was. And it was a really damn good show. So there you go.